Market Risk Analyst
Company Name:-
Deutsche Bank
Job Location:-
Pune, Maharashtra
Job Summary:-
Job Title Market Risk Analyst
Location Pune
Market & Valuation Risk Management (MVRM) is a department within the Risk Division.
As a second line of defense function, MVRM acts independently of business management and is responsible for oversight across all aspects of market risk, risk analysis, limit setting and model validation for liquidity risk, exposure measurement for counterparty credit risk and credit model development including rating methodologies and risk & capital models.
The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the MVRM department.
The role is within MRAC function in Pune to focus on multiple activities like Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.
We have global presence in London, New York, Berlin, Singapore, Mumbai and Bangalore.
What well offer you
Please be aware there are regional differences to DB benefits and you will need to check the correct package per advert.
As part of our flexible scheme, here are just some of the benefits that youll enjoy
Best in class leave policy
Gender neutral parental leaves
100% reimbursement under child care assistance benefit (gender neutral)
Flexible working arrangements
Sponsorship for Industry relevant certifications and education
Employee Assistance Program for you and your family members
Comprehensive Hospitalization Insurance for you and your dependents
Accident and Term life Insurance
Complementary Health screening for 35 yrs.
and above
Your key responsibilities
The primary responsibilities will be around below areas:
Risk feed validation, mapping and related control
Generation and review of critical risk reports across different risk metrics VaR/ SVaR, ERC, IRC/CVA
Co-ordinating other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes
Contribute to governance forums around BCBS239
Market Data Production:
Perform RTB tasks such as VaR/SVaR impact analysis for both Monte-carlo and Hist Sim methodology.
Ensure Scenario sets for VaR/SVaR/Economic capital calculation a
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